Comments (7)
Sounds good. We can also do a parity-fix-connector
that communicates with the matching engine via OUCH. This makes it easier to scale the number of FIX sessions independently from number of order books.
from parity.
Yes, a FIX dialect and a FIX gateway is somewhere down the road too. I wonder if QuickFIX would fit the bill for that. Do you have any experience with FIX engines?
from parity.
Yes, in fact, I do. But you can of course try out QuickFIX if you want.
BTW, given this is an "exchange toolkit" does it mean Parity needs to support multiple FIX dialects?
from parity.
My experience has taught me that quick fixes tend to lead to a bowl of spaghetti after a while.
It should be possible to build an exchange that uses protocols other than the native order entry and market data protocols. The former includes also other FIX dialects than the native FIX dialect. I haven't thought yet much about the details, though.
from parity.
#3 contains a protocol specification for the order entry protocol.
from parity.
#4 contains a protocol specification for the market data protocol.
from parity.
Both order entry and market data have now protocol specifications.
from parity.
Related Issues (20)
- Trade method in MarketReporter doesnt have the execution price HOT 2
- Matchnumber starts with 1
- Cancel Order is missing to be reported to MarketReporter
- Pricing less then 1 is received as 0 in MatchingEngine HOT 1
- How to define size-fraction-digits in parity system application? Why Instrument.java is not used in Parity System in Matching Engine HOT 3
- Broken Pipe Exception on Parity Client HOT 3
- canceledQuantity of event Cancel wrong HOT 3
- Just New on here HOT 2
- System and fix application are in memory? HOT 1
- Matching Engine's OrderBook not cleared after order Match event HOT 2
- How to close any connection with system and client HOT 3
- Hi @jvirtanen , How to close connection code wise without terminal client terminates. HOT 1
- Do not depend on Foundation HOT 9
- Cannot login to a TCP connection for market-data HOT 1
- Market Orders HOT 2
- simulator throwing exception/not connecting HOT 1
- How do i connect to a ITCH host that using https. i keep on getting an error that the connection was refused HOT 1
- support post-only orders
- Full market depth HOT 1
- Modify Price - Pending Modify HOT 1
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from parity.